+1,210.8%
URI vs VFC
-47.4%
+1,258.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.3% |
| 7D | +2.4% | -1.4% | +3.8% | +3.1% |
| 30D | +8.9% | +30.7% | -21.8% | -1.9% |
| 3M | +0.8% | +40.6% | -39.8% | -11.9% |
| 6M | +23.1% | +16.5% | +6.7% | +13.7% |
| YTD | +43.1% | +16.2% | +26.9% | +29.8% |
| 1Y | +35.7% | +42.4% | -6.7% | +12.9% |
| 3Y | +158.2% | +48.1% | +110.1% | +69.5% |
| 5Y | +212.6% | -67.8% | +280.4% | +398.1% |
| 10Y | +1,210.8% | -48.5% | +1,259.2% | +1,659.6% |
| All | +1,210.8% | -47.4% | +1,258.2% | +1,659.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling